Testing the Fisher hypothesis in the G7 countries using i(d) techniques
Year of publication: |
May 2017
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Publisher: |
[Uxbridge] : Brunel University London, Department of Economics and Finance |
Subject: | Fisher effect | fractional integration | long memory | G7 countries | Fisher-Effekt | Schätzung | Estimation | Zinstheorie | Theory of interest | Zeitreihenanalyse | Time series analysis | G7-Staaten | Inflation | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Zins | Interest rate |
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Testing the Fisher hypothesis in the G-7 countries using I(d) techniques
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Testing the Fisher hypothesis in the G-7 Countries using i(d) techniques
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